Does anyone know what the rounding convention is for the calculation of this monthly average? My employer does subscribe to this data package within Bloomberg. I dumped daily prices of this index (MOODAVG index, PX_LAST) and took average of daily values for historical calendar months. I then sought to match up against historical rates (either those manually grabbed from the NAIC (https://content.naic.org/research_moody.htm), or those posted to this site). There are a few months that are 1bp off. I explored round nearest vs. round down and that solve the discrepancy. I didn’t fill non-trading dates with the prior day’s price, but I doubt that’s the underlying reason. Obviously we all use this data point for a variety of prescribed calculations, so it would be immensely helpful for the NAIC to publish the data underneath this calculation and leave a full history up on their site.